Interest Rates Trading Tools and Resources
QuikStrike
AG Update
EQ Roll Analyzer
IR Options Report
 

 

CME Group Tools by Asset Class
QuikStrike Option Pricing & Analysis
QuikStrike Essentials is an interactive option pricing and analysis tool developed exclusively for CME Group, and is available across all asset classes. This resource provides a view into a large breadth of our options contracts, in addition to visibility into current and historical volatility (by strike), concise volume and open interest information, delta sheets, options pricing analysis, spread analysis & risk graphs.
Order Execution Dashboard Tool
This tool offers the opportunity to assess market impact costs of order execution strategies, by easily comparing and contrasting the implications of different order quantity placement times vs. potential outcomes.
Options Open Interest Profile Tool
This tool provides options traders the opportunity to analyze open interest patterns of various Interest Rate options. Developed specifically to profile open interest in the context of our financial options products, the tool provides the ability to monitor open interest trends and tendencies, and provides actionable information.
Options Expiration Calendars
The 2012 Interest Rate Options Expiration Calendars feature a list all of the Weekly, Serial and Quarterly expirations through all of 2012.
Liquidity Analytics Tool
Interactive tool designed to provide quantitative, timely, and useful data for improving order execution strategies.
Treasury Futures Pace of the Roll
Illustrates daily progression of Treasury futures open interest - designed to help market participants analyze their Treasury futures roll strategy.
Empirical Duration
Provides a convenient way to estimate a Treasury futures price for a given change in yield.
Treasury Futures Conversion Factors
Current conversion factors for Treasury futures-updated after each Treasury auction
Treasury and Swap Spread Implied Intercommodity Spreads
Has links to the current implied spread ratios as well as the "ICS Curve Tracker,", to track ICS spreads as a weighted average of the two legs, rather than the net change.
Interest Rate Liquidity Report
Snapshot of volume, open interest and market depth of interest rate products
Market Maker Contact Information
Allows customers to register to receive a list of interest rate (as well as EQ and FX) market maker contacts
Treasury Futures Conversion Factor Look-up Tables
Makes cash to futures, or futures to cash , price conversions
Treasury Futures Conversion Factor Calculator
Tool for calculating conversion factors.
FedWatch
Gauge the market's expectations of potential changes to the fed funds target rate. Based on the 30-Day Fed Funds futures benchmark contract.
Monthly Interest Rate Options Report
Monthly overview of interest rate options volume by venue and time zone
Quarterly Interest Rate Update
Trading summary of Interest Rate products at CME Group, including product updates and highlights.
 
 
 
 
FedWatch and Duration Tools
 

Futures & Options Trading

As the world's leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk. CME Group exchanges offer the widest range of global benchmark products across all major asset classes, including futures and options based on interest rates, equity indexes, foreign exchange, energy, agricultural commodities, metals, weather and real estate. CME Group brings buyers and sellers together through the CME Globex electronic trading platform and trading facilities in New York and Chicago. CME Group also operates CME Clearing, one of the largest central counterparty clearing services in the world, which provides clearing and settlement services for exchange-traded contracts, as well as for over-the-counter derivatives transactions through CME ClearPort.

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CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX, and COMEX.